Not sure I understand the question, but since all files are 'Background', and there can be only one background per file, it sounds like you have 4 separate images.
If that is the case, and you want to put all 4 images into the same file, you can open all 4 files. Then choose File > Scripts > Load Files into Stacks. That will put all 4 files into a single file, each on its own layer. If any of the layers are "Background", click the padlock to unlock the background layer. Then you can select all layers and choose Layer > Align.
I think I understand what you need help with. I decided to record a video to walk you through the steps with some basic images.
Video will be available for 2 weeks. Hope this helps!
Thanks very much that's wonderful it worked great. Yes you understood the question. Cheers...HH